+72.1%
MA vs RUN
-8.5%
+80.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.5% |
| 7D | -0.3% | +18.1% | -18.4% | -0.3% |
| 30D | +11.3% | +27.5% | -16.2% | +11.4% |
| 3M | +16.7% | -4.5% | +21.2% | +16.6% |
| 6M | +32.8% | -33.3% | +66.1% | +32.7% |
| YTD | +15.6% | -47.1% | +62.7% | +15.6% |
| 1Y | +19.6% | -43.1% | +62.7% | +19.5% |
| 3Y | +72.1% | -3.0% | +75.1% | +69.7% |
| All | +72.1% | -8.5% | +80.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling